0.10Open0.45Pre Close47 Volume131 Open Interest515.00Strike Price357.00Turnover29.88%IV3.58%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0431Delta0.0091Gamma2841.66Leverage Ratio-0.1692Theta0.0010Rho122.51Eff Leverage0.0307Vega
JonSnow : Statistical proof?